+512.4%
LDOS vs SPY
+674.2%
-161.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +3.0% |
| 7D | -3.7% | -4.7% | +1.0% | -0.7% |
| 30D | +16.4% | -5.9% | +22.3% | +21.0% |
| 3M | +7.4% | -4.5% | +12.0% | +10.5% |
| 6M | -0.3% | +1.8% | -2.1% | -2.0% |
| YTD | -24.0% | +8.3% | -32.3% | -28.6% |
| 1Y | -29.6% | +9.3% | -38.9% | -34.2% |
| 3Y | +35.1% | +74.9% | -39.7% | -9.8% |
| 5Y | +52.9% | +67.3% | -14.4% | +3.5% |
| 10Y | +262.2% | +311.6% | -49.3% | +33.8% |
| All | +512.4% | +674.2% | -161.8% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling